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Results tagged with it.information-theory
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user 123309
Theoretical and experimental aspects of information theory and coding theory. This tag covers but is not limited to following branches: information theory, information geometry, optimal transportation theory, coding theory.
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Kullback-Leibler as a function of weights on a normal mixture
I'm interested in the Kullback-Leibler divergence on multimodal gaussian mixtures.
For positive, real weights $\sum_{1\leq k\leq m}w_k=\sum_{m+1\leq k\leq n}w_k=1$, univariate Gaussians $g_k\equiv g …
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1
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0
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Jensen-Shannon Divergence of Sample Distributions
Given normal distributions with a single positional and variation parameter each, $p_1=\big[\mu_1, \sigma_1\big]$, $p_2=\big[\mu_2, \sigma_2\big]$, we define their Jensen-Shannon divergence as:
$$
\te …
- 429
6
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Functional Equation of Zeta Function on Statistical Model
I've been studying [1] because I was interested in his ideas on the zeta function. I'll define it here (c.f. p. 31):
The Kullback-Leibler distance is defined as
$$
K(w)=\int q(x)f(x, w)dx\quad
f(x,w …
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